PUBLICATIONS

- Hung Wan Kot, 2011, Corporate name changes: Price reactions and long-run performance, Pacific Basin Finance Journal 19, 230-244.
  [Download]

- Kalok Chan, Hung Wan Kot, and Desmond Li, 2008, Portfolio Concentration and Closed-End Fund Discounts: Evidence from the China Market, Emerging Markets Review, Vol 9, Issue 2, 129-143.
  [Download]

- Hung Wan Kot, 2007, What determines the level of short-selling activity?, Financial Management, Vol 36, Issue 4, 123-141.
[Download]

- Abey Gunasekarage, Hung Wan Kot, 2007, Return-based Investment Strategies in the New Zealand Stock Market: Momentum Wins, Pacific Accounting Review, Vol 19, No 2, 108-124.
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- Kalok Chan, Hung Wan Kot, 2006, Can contrarian strategies improve momentum profits?, Journal of Investment Management, Vol 4, No 1, 70-89.
[Download is not available due to copyright]

　

WORKING PAPERS

- Kalok Chan, Hung Wan Kot, and Sophie Ni, 2012, Does option trading affect the return predictability of short selling activity?
  [This draft: April 2012, available on request. Presented at: Cheung Kong Graduate School of Business, Fudan University, Shanghai Advanced Institute of Finance, University of Macau, 2011 Asia Finance Association Meetings (Macau), 2011 China International Conference in Finance (Wuhan). 2012 FMA Asian Conference (accepted). Previous tilted: All are smart: Do short sellers convey more information than option investors?]

- Hung Wan Kot, Gordon Y.N. Tang, 2012, The long-term performance of Hang Seng Index additions and deletions.
  [This version: Feb 2012, available on request. Presented at Hang Seng Index Services Ltd., Hong Kong Polytechnic University, University of Macau, Ph.D. student workshop at HKUST, 15th Annual Global Finance Conference in Hangzhou, AsianFA-NFA 2008 International Conference in Yokohama.]

- Hung Wan Kot, 2012, Financial analysts and short selling activity.
  [This version: March 2012, available on request. Presented at: Fudan University, AsianFA/TFA International Conference in Taipei (accepted).]

- Hung Wan Kot, and Gordon Y.N. Tang, 2012, Stocks added to or deleted from the S&P 500 Index: A comprehensive long term analysis
[This draft: April 2012, available on request. Presented at: Shanghai University of Finance and Economics, AsianFA/TFA International Conference in Taipei (accepted).]

- Hung Wan Kot, Lewis H.K. Tam, 2011, What factors influence the reverse cross-listing decision?
  [Download, this draft: March 2011. Presented at: Hong Kong Baptist University.]

- Hung Wan Kot, Ji Rach, 2011, Price reactions to corporate name changes: Evidence from Hong Kong stock market.
  [This version: February 2011, available on request. Presented at the Hong Kong Baptist University, the 2007 Asian-FA/FMA conference in Hong Kong, the 7th Accounting and Finance Conference at Xiamen University, and the 15th Annual Global Finance Conference in Hangzhou ]

- Kalok Chan, Hung Wan Kot, and Zhishu Yang, 2010, Effects of Short-sale Constraints on Stock Prices and Trading Activity: Evidence from Hong Kong and Mainland China.
  [Download, this draft: March 2010, previous titled as "Short-sale constraints and A-H share premiums". Currently under major revision]